What is the actual harm to someone from online advertising?

I have noticed that there’s a lot of general angst and unease about being “spied on,” but I’m not actually aware of what the harm actually is.

I understand why people want some level of privacy from governments because they can actually do real-world harm, like kill me. But companies could not care less about whether I live or not, they just want to sell me stuff. I do think that companies giving or selling data to governments is dangerous, …

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